Multi-sensor data fusion combines sensor data from a variety of data sources. One application of multi-sensor fusion is Global Positioning System (GPS) and Inertial Navigation System (INS) data fused together using, for example an Extended Kalman Filter (EKF) for estimating the navigation state of an airplane, spacecraft, automobile or mobile device. Estimating the coarse location of a mobile device is a challenging problem, for which multiple sensors yield useful information and no single sensor may provide a sufficient estimate to be useful.